摘要
基于逐步增加的Ⅱ型截尾样本,当Pareto分布的尺度参数已知时,分别在平方损失和LINEX损失下讨论了其形状参数和可靠性指标(失效率和可靠度)的Bayes估计,并用Monte-Carlo方法对估计结果的MSE,进行了模拟比较.结果表明了在LINEX损失下的估计结果更有效.
In this article, maximum likelihood and Bayesian estimates for the two param- eters, reliability, and failure rate functions of the pareto distribution are obtained based on progressive Type Ⅱcensored samples. Obtained the Bayesian estimates under the quadratic and LINEX loss function, when the shape parameter knows. Finally, the statistical perfor- mances of the Bayesian estimates relative to quadratic and LINEX loss functions are compared to those the maximum likelihood ones through the （MSE） based on Monte-Carlo simulation study.
出处
《数学的实践与认识》
CSCD
北大核心
2012年第13期137-142,共6页
Mathematics in Practice and Theory
基金
全国统计局项目2010LB03
基础数学重点学科自助项目
陕西省军民融合研究基金:11JMR09
